+117.6%
TSEM vs BB
+258.8%
-141.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | -5.6% | +12.5% | +8.0% |
| 30D | +5.3% | -11.8% | +17.1% | +7.7% |
| 3M | -14.9% | -25.5% | +10.6% | -10.5% |
| 6M | +80.0% | +121.3% | -41.2% | +53.0% |
| YTD | +89.4% | +103.2% | -13.8% | +63.1% |
| 1Y | +253.1% | +102.6% | +150.5% | +203.0% |
| 3Y | +642.1% | +37.5% | +604.6% | +551.9% |
| 5Y | +659.1% | -30.4% | +689.5% | +622.2% |
| 10Y | +1,291.4% | 0.0% | +1,291.4% | +932.5% |
| All | +117.6% | +258.8% | -141.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling